COPG.L vs. BUGG.L

Last updated Apr 2, 2026

Compare and contrast key facts about Global X Copper Miners UCITS ETF USD Acc (COPG.L) and Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.L).

COPG.L and BUGG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COPG.L is a passively managed fund by Global X that tracks the performance of the Solactive Global Copper Miners Total Return Index. It was launched on Nov 22, 2021. BUGG.L is a passively managed fund by Global X that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 16, 2021. Both COPG.L and BUGG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

COPG.L vs. BUGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X Copper Miners UCITS ETF USD Acc (COPG.L) and Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.L). The values are adjusted to include any dividend payments, if applicable.

COPG.L vs. BUGG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
COPG.L Global X Copper Miners UCITS ETF USD Acc	9.97%	82.05%	3.66%	3.03%	14.35%	-1.92%
BUGG.L Global X Cybersecurity UCITS ETF USD Accumulating	-16.67%	-11.39%	11.20%	36.05%	-27.30%	3.40%

Returns By Period

In the year-to-date period, COPG.L achieves a 9.97% return, which is significantly higher than BUGG.L's -16.67% return.

COPG.L

• 1D: 6.05%
• 1M: -14.87%
• YTD: 9.97%
• 6M: 35.56%
• 1Y: 99.44%
• 3Y*: 26.56%
• 5Y*: —
• 10Y*: —

BUGG.L

• 1D: 1.53%
• 1M: 1.07%
• YTD: -16.67%
• 6M: -27.00%
• 1Y: -24.33%
• 3Y*: 0.39%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

COPG.L vs. BUGG.L - Expense Ratio Comparison

COPG.L has a 0.65% expense ratio, which is higher than BUGG.L's 0.50% expense ratio.

COPG.L

Global X Copper Miners UCITS ETF USD Acc

BUGG.L

Global X Cybersecurity UCITS ETF USD Accumulating

Return for Risk

COPG.L vs. BUGG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COPG.L

COPG.L Risk / Return Rank: 93
COPG.L Sharpe Ratio Rank: 96
COPG.L Sortino Ratio Rank: 94
COPG.L Omega Ratio Rank: 89
COPG.L Calmar Ratio Rank: 93
COPG.L Martin Ratio Rank: 94

BUGG.L

BUGG.L Risk / Return Rank: 1
BUGG.L Sharpe Ratio Rank: 1
BUGG.L Sortino Ratio Rank: 1
BUGG.L Omega Ratio Rank: 1
BUGG.L Calmar Ratio Rank: 2
BUGG.L Martin Ratio Rank: 1

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COPG.L vs. BUGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Copper Miners UCITS ETF USD Acc (COPG.L) and Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	COPG.L	BUGG.L	Difference
Sharpe ratio Return per unit of total volatility	2.63	-0.96	+3.59
Sortino ratio Return per unit of downside risk	2.99	-1.23	+4.22
Omega ratio Gain probability vs. loss probability	1.39	0.84	+0.55
Calmar ratio Return relative to maximum drawdown	3.87	-0.73	+4.60
Martin ratio Return relative to average drawdown	15.49	-1.74	+17.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COPG.L vs. BUGG.L - Sharpe Ratio Comparison

The current COPG.L Sharpe Ratio is 2.63, which is higher than the BUGG.L Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of COPG.L and BUGG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	COPG.L	BUGG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	-0.96	+3.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	-0.20	+0.90

Correlation

The correlation between COPG.L and BUGG.L is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

COPG.L vs. BUGG.L - Dividend Comparison

Neither COPG.L nor BUGG.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

COPG.L vs. BUGG.L - Drawdown Comparison

The maximum COPG.L drawdown since its inception was -38.84%, roughly equal to the maximum BUGG.L drawdown of -38.16%. Use the drawdown chart below to compare losses from any high point for COPG.L and BUGG.L.

Drawdown Indicators

	COPG.L	BUGG.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.84%	-38.16%	-0.68%
Max Drawdown (1Y) Largest decline over 1 year	-26.29%	-33.90%	+7.61%
Current Drawdown Current decline from peak	-16.93%	-34.63%	+17.70%
Average Drawdown Average peak-to-trough decline	-14.03%	-14.69%	+0.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.57%	14.22%	-7.65%

Volatility

COPG.L vs. BUGG.L - Volatility Comparison

Global X Copper Miners UCITS ETF USD Acc (COPG.L) has a higher volatility of 16.02% compared to Global X Cybersecurity UCITS ETF USD Accumulating (BUGG.L) at 7.36%. This indicates that COPG.L's price experiences larger fluctuations and is considered to be riskier than BUGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COPG.L	BUGG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.02%	7.36%	+8.66%
Volatility (6M) Calculated over the trailing 6-month period	30.87%	19.79%	+11.08%
Volatility (1Y) Calculated over the trailing 1-year period	37.62%	25.21%	+12.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.37%	29.44%	+3.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.37%	29.44%	+3.93%